+16,011.1%
STX vs AA
+23.4%
+15,987.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +7.0% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +1.4% | +5.0% | -3.6% | -0.8% |
| 3M | -8.2% | -35.8% | +27.6% | +5.2% |
| 6M | +127.0% | -18.4% | +145.4% | +137.0% |
| YTD | +209.1% | -5.5% | +214.6% | +206.8% |
| 1Y | +365.4% | +61.0% | +304.5% | +282.6% |
| 3Y | +1,135.4% | +66.2% | +1,069.2% | +831.0% |
| 5Y | +991.5% | +11.4% | +980.1% | +749.6% |
| 10Y | +3,695.8% | +116.9% | +3,578.9% | +1,697.0% |
| All | +16,011.1% | +23.4% | +15,987.7% | +6,790.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling